Concepedia

Jennie Bai

JB

Statistics

Publications

23

Citations

1.9K

H-Index

20

Active since

2011

Affiliations

Georgetown University(Current)

National Bureau of Economic Research

University of Minnesota

École Polytechnique Fédérale de Lausanne

New York University

Jennie Bai is an author at Georgetown University specializing in business, finance, and financial economics.

Top concepts

BusinessFinanceFinancial EconomicsManagementEconomicsFinancial CrisisEmpirical FinanceLoansGlobal FinanceFinancial Risk Management

Publications per year

2011–2024

23

Publications

23

Have financial markets become more informative?

Jennie Bai, Thomas Philippon, Alexi Savov · Journal of Financial Economics · 2016 · 392 citations

Financial Economics, Business, Financial Markets +2

RETRACTED: Common risk factors in the cross-section of corporate bond returns

Jennie Bai, Turan G. Bali, Quan Wen · Journal of Financial Economics · 2018 · 317 citations

Empirical Finance, Asset Pricing, Corporate Risk Management +8

Measuring Liquidity Mismatch in the Banking Sector

Jennie Bai, Arvind Krishnamurthy, Charles-Henri Weymuller · The Journal of Finance · 2017 · 182 citations · Full text

Liquidity Risk, Financial System, Financial Economics +15

State Space Models and MIDAS Regressions

Jennie Bai, Éric Ghysels, Jonathan H. Wright · Econometric Reviews · 2013 · 152 citations

Forecasting Methodology, Engineering, Midas Regressions +16

The CDS‐bond basis

Jennie Bai, Pierre Collin‐Dufresne · Financial Management · 2018 · 123 citations · Full text

Empirical Finance, Ii-vi Semiconductor, Economics +15

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